Sensitivity and parametric analyses

Robert J. Vanderbei

Research output: Chapter in Book/Report/Conference proceedingChapter


In this chapter, we consider two related subjects. The first, called sensitivity analysis (or postoptimality analysis) addresses the following question: having found an optimal solution to a given linear programming problem, how much can we change the data and have the current partition into basic and nonbasic variables remain optimal? The second subject addresses situations in which one wishes to solve not just one linear program, but a whole family of problems parametrized by a single real variable.

Original languageEnglish (US)
Title of host publicationInternational Series in Operations Research and Management Science
Number of pages13
StatePublished - 2020
Externally publishedYes

Publication series

NameInternational Series in Operations Research and Management Science
ISSN (Print)0884-8289
ISSN (Electronic)2214-7934

All Science Journal Classification (ASJC) codes

  • Software
  • Computer Science Applications
  • Strategy and Management
  • Management Science and Operations Research
  • Applied Mathematics


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